Brown Bag Lunch Seminar - Fall Term 2011

Mondays, 12:15 - 13:00

Date Speaker Topic
19.09.2011 Sabine Elmiger Asset Pricing with Labor Income and Rare Disasters
26.09.2011 Jakub Rojcek Impact of high-frequency traders on equilibrium utilities of non-high-frequency value investors in a limit-order book environment
03.10.2011 Nikola Vasiljevic Analytic approximation to American put for jump-diffusion processes
10.10.2011 Cancelled
17.10.2011 Cancelled
24.10.2011 Cancelled
31.10.2011 Marcus Fearnley
(HEC Paris)
Equity skew and the Markov Switching Multifractal: Estimation and Option Pricing
07.11.2011 Biljana Dlab Is cash negative debt - re-visiting Acharya et al.'s results
14.11.2011 Daniel Andrei Information Percolation Driving Volatility
21.11.2011 Michal Dzielinski Uncovering the causal impact of financial media
28.11.2011 Maria Putintseva Portfolio delegation and fiduciary management
05.12.2011 Cancelled
12.12.2011 Cancelled
19.12.2011 Cancelled